Multivariate Statistics: Theory and Applications - Proceedings of IX Tartu Conference on Multivariate Statistics and XX International Workshop on Matrices and Statistics

178 Pages·2013·1.485 MB·English

by  Tonu Kollo, Tonu Kollo

Multivariate
Statistics
THEORY AND APPLICATIONS
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Proceedings of IX Tartu Conference on
Multivariate Statistics and XX International Workshop on
Matrices and Statistics
Multivariate
Statistics
THEORY AND APPLICATIONS
Tartu, Estonia, 26 June – 1 July 2011
Editor
Tõnu Kollo
University of Tartu, Estonia
World Scientific
NEW JERSEY • LONDON • SINGAPORE • BEIJING • SHANGHAI • HONG KONG • TAIPEI • CHENNAI
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Published by
World Scientific Publishing Co. Pte. Ltd.
5 Toh Tuck Link, Singapore 596224
USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601
UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE
British Library Cataloguing-in-Publication Data
A catalogue record for this book is available from the British Library.
MULTIVARIATE STATISTICS: THEORY AND APPLICATIONS
Proceedings of IX Tartu Conference on Multivariate Statistics and
XX International Workshop on Matrices and Statistics
Copyright © 2013 by World Scientific Publishing Co. Pte. Ltd.
All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means,
electronic or mechanical, including photocopying, recording or any information storage and retrieval
system now known or to be invented, without written permission from the Publisher.
For photocopying of material in this volume, please pay a copying fee through the Copyright
Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, USA. In this case permission to
photocopy is not required from the publisher.
ISBN 978-981-4449-39-7
Printed in Singapore.
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v
PREFACE
This volume consists of selected papers presented at the IX Tartu Confer-
enceonMultivariateStatisticsorganizedjointlywiththeXXInternational
Workshop on Matrices and Statistics. The conference was held in Tartu,
Estonia from 26 June to 1 July 2011. More than 100 participants from 30
countries presented in four days recent devolopments on various topics of
multivariate statistics.
The papers cover wide range of problems in modern multivariate
statistics including distribution theory and estimation, different models of
multivariate analysis, design of experiments, new developments in high-
dimensionalstatistics,samplesurveymethods,graphicalmodelsandappli-
cations in different areas: medicine, transport, life and social sciences.
The Keynote Lecture by Professor N. Balakrishnan was delivered as
the Samuel Kotz Memorial Lecture. Thorough treatment of multivariate
exponential dispersion models is given by Professor B. Jørgensen. A new
generalapproachtosamplingplansissuggestedbyProfessorY.K.Belyaev.
Professor E. Ahmed compares different strategies of estimating regression
parameters. C. M. Cuadras introduces a generalization of Farley-Gumbel-
Morgenstern distributions.
As Editor I am thankful to the authors who have presented interest-
ing and valuable results for publishing in the current issue. The book will
be useful for researchers and graduate students who work in multivariate
statistics. The same time numerous applications can give useful ideas to
scientists in different areas of research. My special thanks go to the anony-
mous Referees who have done great job and spent lot of time with reading
the papers. Due to their comments and suggestions the presentation of the
material has been improved and the quality of the papers has risen. I am
extremelythankfultothetechnicalsecretaryofthevolumeDr.AntsKaasik
whohasefficientlyorganisedcorrespondencewiththeauthorsandReferees.
T˜onu Kollo Tartu, Estonia
Editor October 2012
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vii
ORGANIZING COMMITTEES
PROGRAMME COMMITTEE
of The 9th Tartu Conference on Multivariate Statistics and
The 20th International Workshop on Matrices & Statistics
D. von Rosen (Chairman) – Swedish University of Agricultural
Sciences, Link¨oping University,
Sweden
G. P. H. Styan – McGill University, Canada
(Honorary Chairman of IWMS)
T. Kollo (Vice-Chairman) – University of Tartu, Estonia
S. E. Ahmed – University of Windsor, Canada
J. J. Hunter – Auckland University of Technology,
New Zealand
S. Puntanen – University of Tampere, Finland
G. Trenkler – Technical University of Dortmund,
Germany
H. J. Werner – University of Bonn, Germany
ORGANIZING COMMITTEE
of The 9th Tartu Conference on Multivariate Statistics and
The 20th International Workshop on Matrices & Statistics
K. P¨arna (Chairman) – University of Tartu, Estonia
A. Kaasik (Conference Secretary) – University of Tartu, Estonia
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ix
CONTENTS
Preface v
Organizing Committees vii
Variable Selection and Post-Estimation of Regression
Parameters Using Quasi-Likelihood Approach 1
S. Fallahpour and S. E. Ahmed
Maximum Likelihood Estimates for Markov-Additive
Processes of Arrivals by Aggregated Data 17
A. M. Andronov
A Simple and Efficient Method of Estimation of the
Parameters of a Bivariate Birnbaum-Saunders Distribution
Based on Type-II Censored Samples 34
N. Balakrishnan and X. Zhu
Analysis of Contingent Valuation Data with Self-Selected
Rounded WTP-Intervals Collected by Two-Steps
Sampling Plans 48
Yu. K. Belyaev and B. Kristr¨om
Optimal Classification of Multivariate GRF Observations 61
K. Duˇcinskas and L. Dreiˇziene˙
Multivariate Exponential Dispersion Models 73
B. Jørgensen and J. R. Mart´ınez
Statistical Inference with the Limited Expected Value Function 99
M. K¨aa¨rik and H. Kadarik